Notes
Slide Show
Outline
1
Bayes Rule


2
Bayes' Rule
  • Product rule P(aÙb) = P(a | b) P(b) = P(b | a) P(a)
  • Þ Bayes' rule: P(a | b) = P(b | a) P(a) / P(b)


  • or in distribution form
  • P(Y|X) = P(X|Y) P(Y) / P(X) = αP(X|Y) P(Y)


  • Useful for assessing diagnostic probability from causal probability:
    • P(Cause|Effect) = P(Effect|Cause) P(Cause) / P(Effect)


    • E.g., let M be meningitis, S be stiff neck:
      • P(m|s) = P(s|m) P(m) / P(s) = 0.5 × 0.0002 / 0.05 = 0.0002
    • Note: posterior probability of meningitis still very small!
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Bayes' Rule and conditional independence
  • P(Cavity | toothache Ù catch)
    • = α · P(toothache Ù catch | Cavity) P(Cavity)
    • = α · P(toothache | Cavity) P(catch | Cavity) P(Cavity)
  • This is an example of a naïve Bayes model:
    • P(Cause,Effect1, … ,Effectn) = P(Cause) πiP(Effecti|Cause)




  • Total number of parameters is linear in n
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Naïve Bayes Classifier
  • Calculate most probable function value
    • Vmap = argmax P(vj| a1,a2, … , an)
    •         = argmax P(a1,a2, … , an| vj) P(vj)
    •                                P(a1,a2, … , an)
    •         = argmax P(a1,a2, … , an| vj) P(vj)


    • Naïve assumption: P(a1,a2, … , an) = P(a1)P(a2) … P(an)
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Naïve Bayes Algorithm

  • NaïveBayesLearn(examples)
    For each target value vj
       P’(vj) ← estimate P(vj)
       For each attribute value ai of each attribute a
          P’(ai|vj) ← estimate P(ai|vj)


  • ClassfyingNewInstance(x)
    vnb= argmax P’(vj) Π P’(ai|vj)
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An Example
  • (due to MIT’s open coursework slides)


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An Example
  • (due to MIT’s open coursework slides)